Zhiyong Li, PhD
Assistant Professor of Finance
International Business School, BFSU
Research Fields
Empirical Asset Pricing · Chinese Capital Markets · Fintech
About
I am an Assistant Professor of Finance at the International Business School, Beijing Foreign Studies University (BFSU). My research focuses on empirical asset pricing, Chinese capital markets, and the intersection of finance and technology. I completed my postdoctoral training at Tsinghua University (2020–2022) and received my PhD in Economics from the University of International Business and Economics (2020).
Selected Recent Publications
-
Convertible bond return predictability with machine learning.
Zhiyong Li, Yining Wang, Fang Qiao, Mei Yu. Journal of Financial Markets, 2025: 101010. -
Factor-Timing in the Chinese Factor Zoo: The Role of Economic Policy Uncertainty.
Zhiyong Li, Yifan Wan, Tianyi Wang, Mei Yu. Journal of International Financial Markets, Institutions and Money, 2023(85): 101782. -
Beyond rocket science: a factor model for convertible bond returns.
Zhiyong Li, Haixu Wang, Mei Yu. Economics Letters, 2023(233): 111362.